They have similarities, but they aren't really great. The Sonic characters have characteristics which make them completely different from the Dragonball characters.
Sonic/Goku: Sonic is described by Sega as a character who is "like the wind" -- a drifter who lives as he wants and makes life a series of events and adventures. But what's make him different from Goku is that, despite his easy-going character, he has a short temper and is impatient with slow stuff. He often likes things done faster and it's a rare case that you'll see him patiently wait.
Shadow/Vegeta: There is a similarity between Shadow and Vegeta, but only at some points. Shadow was ever since a hero way before Sonic's time. He just turned into a villain after he was re-programmed by Dr. Gerald Robotnik to carry out his plan to take revenge in Sonic Adventure 2, then turned back to a hero after recalling his promise to Maria. Also, Shadow is emotion- or thought-driven and too determined to have the task done. While Vegeta cared so much about defeating Goku, Shadow never cared about defeating Sonic or anyone else at all. Instead, he only cared much about accomplishing the task/mission. His experience and knowledge, which surpass that of Sonic's, as well as being originally conceived as the opposite version of Sonic also what makes him different from Vegeta.
The Supers in the Sonic series: Unlike the Saiyans, the characters need the Chaos Emeralds to go Super instead of being able to do it for themselves. What's more unique about it is the Chaos Emeralds themselves. Chaos Emeralds turn thoughts and feelings into power. Going Super requires all of the 7 Emeralds as well as great concentration with one's thoughts and feelings (that's why the characters close their eyes and concentrate a lot while the Emeralds revolve around them when going Super; as for shouting, it's just a characteristic of a first-time Super). These thoughts/feelings then turned into power for the character to go Super. Also, Super form isn't exclusive to the hedgehogs, and most of all the hedgehogs aren't really the most powerful of their universe. Heard of Super Knuckles and Super Tails? Other characters who used the power of all 7 Emeralds like Chaos (from Sonic Adventure), Black Doom (from Shadow the Hedgehog) and even Metal Sonic, the robotic counterpart of Sonic, are already considered Supers (only that, instead of the gold glowing look, they have a monstrous or demonic or more evolved/improved look and has a different Super name instead of just their original names with the prefix "Super").
As for the Super Saiyans, Super Saiyan Goku first appeared in the 67th episode of the Dragonball Z series. This episode originally aired in November 14, 1990, some two years earlier than Super Sonic's first appearance. I can agree that the Super Sonic thing is a homage to the Super Saiyan idea, than a copy. One of the creators of Sonic/Super Sonic is a DBZ fan, after all lol. I can also say the same way for the Chaos Emeralds (7 Chaos Emeralds = 7 Dragon Balls), but there is a great difference between them and the number of the Emeralds was originally 6 than 7 (or more, according to the 2006 Sonic the Hedgehog game) so I can be wrong.
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